fit.control

toll

integer giving the maximal number of iterations.

it.max

last

logical indicating if the residuals have to be scaled.

scale.res

maxit.glm

logical indicating if the algorithm should stop when one or more estimated changepoints
do not assume admissible values. Default is <code>FALSE</code> which implies automatic
changepoint selection.

stop.if.error

Auxiliary function as user interface for model fitting. Typically
 only used when calling 'jumpointsVar'

 regression

Detection of change-points for variance of heteroscedastic Gaussian variables with piecewise constant variance function. Adelfio, G. (2012), Change-point detection for variance piecewise constant models, Communications in Statistics, Simulation and Computation, 41:4, 437-448, <doi:10.1080/03610918.2011.592248>.

Gianluca Sottile

changepointsVar

Change-Points Detections for Changes in Variance

Giada Adelfio

fit.control function

<dl> <dt>toll</dt>
<dd>positive convergence tolerance.</dd> <dt>it.max</dt>
<dd>integer giving the maximal number of iterations.</dd> <dt>last</dt>
<dd>Currently ignored.</dd> <dt>scale.res</dt>
<dd>logical indicating if the residuals have to be scaled.</dd> <dt>maxit.glm</dt>
<dd>Currently ignored.</dd> <dt>h</dt>
<dd>Currently ignored.</dd> <dt>stop.if.error</dt>
<dd>logical indicating if the algorithm should stop when one or more estimated changepoints
do not assume admissible values. Default is <code>FALSE</code> which implies automatic
changepoint selection.</dd></dl>

Arguments

Gianluca Sottile
Maintainer: Gianluca Sottile &lt;gianluca.sottile@unipa.it&gt;

Author

Auxiliary function for controlling model fitting — fit.control

<dl>

 <dt>toll</dt>
<dd>positive convergence tolerance.</dd>

 <dt>it.max</dt>
<dd>integer giving the maximal number of iterations.</dd>

 <dt>last</dt>
<dd>Currently ignored.</dd>

 <dt>scale.res</dt>
<dd>logical indicating if the residuals have to be scaled.</dd>

 <dt>maxit.glm</dt>
<dd>Currently ignored.</dd>

 <dt>h</dt>
<dd>Currently ignored.</dd>

 <dt>stop.if.error</dt>
<dd>logical indicating if the algorithm should stop when one or more estimated changepoints
do not assume admissible values. Default is <code>FALSE</code> which implies automatic
changepoint selection.</dd>

</dl>

fit.control: Auxiliary function for controlling model fitting

Description

Usage

Value

Arguments

Author

See Also